gdax.py

import hmac, hashlib, locale, math, time, requests, base64
from requests.auth import AuthBase


class CoinbaseExchangeAuth(AuthBase):
    def __init__(self, api_key, secret_key, passphrase):
        self.api_key = api_key
        self.secret_key = secret_key
        self.passphrase = passphrase

    def __call__(self, request):
        timestamp = str(time.time())
        message = timestamp + request.method + request.path_url + (request.body or '')
        hmac_key = base64.b64decode(self.secret_key)
        signature = hmac.new(hmac_key, message, hashlib.sha256)
        signature_b64 = signature.digest().encode('base64').rstrip('\n')

        request.headers.update({
            'CB-ACCESS-SIGN': signature_b64,
            'CB-ACCESS-TIMESTAMP': timestamp,
            'CB-ACCESS-KEY': self.api_key,
            'CB-ACCESS-PASSPHRASE': self.passphrase,
            'Content-Type': 'application/json'
        })
        return request

api_url = 'https://api.gdax.com/'
read_only = CoinbaseExchangeAuth('apiKey',
                                 'secret',
                                 'passphrase')

write = CoinbaseExchangeAuth('apiKey',
                             'secret',
                             'passphrase')



def server_time():
    return requests.get(api_url + 'time', auth=read_only).json()

def round(decimal):
    try:
        return format(math.ceil(float(decimal) * 100) / 100, '.2f')
    except:
        # import traceback
        # print(decimal)
        # traceback.print_exc()
        return decimal

def position():
    x = requests.get(api_url + 'position', auth=read_only).json()
    total = 0
    for y in x['accounts'].iteritems():
        balance = float(y[1]['balance'])
        if balance > 0:
            if y[0] != 'USD':
                url = api_url + 'products/' + y[0] + '-USD/ticker'
                price = requests.get(url, auth=read_only).json()['price']
                amount = round(balance * float(price))
                total += float(amount)
                price = round(float(price))
                print(y[0] + ': $' + str(amount) + '  ( ' +
                      str(balance) + ' @ ' + str(price)) + ' )'
            else:
                total += balance
                print('USD: ' + str(balance))
    print('Total: $' + str(total))


def get_order(id, delete=False):
    if delete:
        return pretty(requests.delete(api_url + 'orders/' + id, auth=write).json())
    else:
        return pretty(requests.get(api_url + 'orders/' + id, auth=read_only).json())


def place_order(size,
                price,
                side,
                product_id='LTC-USD',
                time_in_force='GTT',
                cancel_after='day'):
    order = {
        'size': size,
        'price': price,
        'side': side,
        'product_id': product_id,
        'type': 'limit',
        'time_in_force': time_in_force,
        'post_only': True
    }

    if time_in_force == 'GTT':
        order['cancel_after'] = cancel_after

    r = requests.post(api_url + 'orders', json=order, auth=write)
    # print(r.json())
    # print(r.headers)
    return r.json()


def cancel_order(id):
    r = requests.delete(api_url + 'orders/' + id, auth=write).json()
    pretty(r)

def orders():
    [pretty(x) for x in requests.get(api_url + 'orders', auth=read_only).json()]


def order_book(product_id, level=1):
    url = api_url + 'products/' + product_id + '/book?level=' + str(level)
    resp = requests.get(url, auth=read_only).json()
    print(resp)#['sequence'])
    print('asks')
    with open('asks.csv', 'a') as f:
        for x in reversed(resp['asks']):
            price = round(x[0])
            size = round(x[1])
            f.write(price + ',' + size + '\n')
    print('bids')
    with open('bids.csv', 'a') as f:
        for x in resp['bids']:
            price = round(x[0])
            size = round(x[1])
            f.write(price + ',' + size + '\n')


def ticker(product_id):
    url = api_url + 'products/' + product_id + '/ticker'
    return requests.get(url, auth=read_only).json()

def prices():
    locale.setlocale(locale.LC_ALL, 'en_US')
    btc = ticker('BTC-USD')
    eth = ticker('ETH-USD')
    ltc = ticker('LTC-USD')
    output = lambda x: x['bid'] + '-' + x['ask'] + '  $' + \
                       locale.format("%d",
                                     float(round(float(x['volume']) * float(x['bid']))),
                                     grouping=True)
    print(output(btc))
    print(output(eth))
    print(output(ltc))


def pretty(obj, effects=False):
    if isinstance(obj, list):
        print(obj)
    elif isinstance(obj, dict):
        print('{')
        for k in sorted(obj.keys()):
            print('  "' + str(k) + '": "' + str(obj[k]) + '",')
        print('}')
    else:
        print(str(obj))
        
# order_book('ETH-USD', 3)
# position()
# prices()
# orders()
# get_order('0f1e07bd-1acd-4751-b382-9e71d3ad8928')
# place_order(100, 37.97, 'sell', product_id='LTC-USD')
# place_order(50, 181.63, 'sell', product_id='ETH-USD')