README
Note: This is based on the now deprecated coinbase-pro
package.
Features
- Easy functionality to use in programmatic trading
- A customizable, websocket-synced Order Book implementation
- API clients with convenient methods for every API endpoint
- Abstracted interfaces – don't worry about HMAC signing or JSON formatting; the library does it for you
Installation
npm install slowpoison-coinbase-pro
You can learn about the API responses of each endpoint by reading our documentation.
Quick Start
The Coinbase Pro API has both public and private endpoints. If you're only interested in
the public endpoints, you should use a PublicClient
.
const CoinbasePro = require('slowpoison-coinbase-pro');
const publicClient = new CoinbasePro.PublicClient();
All methods, unless otherwise specified, can be used with either a promise or callback API.
Using Promises
publicClient
.getProducts()
.then(data => {
// work with data
})
.catch(error => {
// handle the error
});
The promise API can be used as expected in async
functions in ES2017+
environments:
async function yourFunction() {
try {
const products = await publicClient.getProducts();
} catch (error) {
/* ... */
}
}
Using Callbacks
Your callback should accept three arguments:
error
: contains an error message (string
), ornull
if no error was encounteredresponse
: a generic HTTP response abstraction created by therequest
librarydata
: contains data returned by the Coinbase Pro API, orundefined
if an error was encountered
publicClient.getProducts((error, response, data) => {
if (error) {
// handle the error
} else {
// work with data
}
});
NOTE: if you supply a callback, no promise will be returned. This is to
prevent potential UnhandledPromiseRejectionWarning
s, which will cause future
versions of Node to terminate.
const myCallback = (err, response, data) => {
/* ... */
};
const result = publicClient.getProducts(myCallback);
result.then(() => {
/* ... */
}); // TypeError: Cannot read property 'then' of undefined
Optional Parameters
Some methods accept optional parameters, e.g.
publicClient.getProductOrderBook('BTC-USD', { level: 3 }).then(book => {
/* ... */
});
To use optional parameters with callbacks, supply the options as the first parameter(s) and the callback as the last parameter:
publicClient.getProductOrderBook(
'ETH-USD',
{ level: 3 },
(error, response, book) => {
/* ... */
}
);
The Public API Client
const publicClient = new CoinbasePro.PublicClient(endpoint);
productID
optional - defaults to 'BTC-USD' if not specified.endpoint
optional - defaults to 'https://api.pro.coinbase.com' if not specified.
Public API Methods
publicClient.getProducts(callback);
// Get the order book at the default level of detail.
publicClient.getProductOrderBook('BTC-USD', callback);
// Get the order book at a specific level of detail.
publicClient.getProductOrderBook('LTC-USD', { level: 3 }, callback);
publicClient.getProductTicker('ETH-USD', callback);
publicClient.getProductTrades('BTC-USD', callback);
// To make paginated requests, include page parameters
publicClient.getProductTrades('BTC-USD', { after: 1000 }, callback);
Wraps around getProductTrades
, fetches all trades with IDs >= tradesFrom
and
<= tradesTo
. Handles pagination and rate limits.
const trades = publicClient.getProductTradeStream('BTC-USD', 8408000, 8409000);
// tradesTo can also be a function
const trades = publicClient.getProductTradeStream(
'BTC-USD',
8408000,
trade => Date.parse(trade.time) >= 1463068e6
);
publicClient.getProductHistoricRates('BTC-USD', callback);
// To include extra parameters:
publicClient.getProductHistoricRates(
'BTC-USD',
{ granularity: 3600 },
callback
);
publicClient.getProduct24HrStats('BTC-USD', callback);
publicClient.getCurrencies(callback);
publicClient.getTime(callback);
The Authenticated API Client
The private exchange API endpoints require you
to authenticate with a Coinbase Pro API key. You can create a new API key in your
exchange account's settings. You can also specify
the API URI (defaults to https://api.pro.coinbase.com
).
const key = 'your_api_key';
const secret = 'your_b64_secret';
const passphrase = 'your_passphrase';
const apiURI = 'https://api.pro.coinbase.com';
const sandboxURI = 'https://api-public.sandbox.pro.coinbase.com';
const authedClient = new CoinbasePro.AuthenticatedClient(
key,
secret,
passphrase,
apiURI
);
Like PublicClient
, all API methods can be used with either callbacks or will
return promises.
AuthenticatedClient
inherits all of the API methods from
PublicClient
, so if you're hitting both public and private API endpoints you
only need to create a single client.
Private API Methods
authedClient.getCoinbaseAccounts(callback);
authedClient.getPaymentMethods(callback);
authedClient.getAccounts(callback);
const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccount(accountID, callback);
const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccountHistory(accountID, callback);
// For pagination, you can include extra page arguments
authedClient.getAccountHistory(accountID, { before: 3000 }, callback);
const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccountTransfers(accountID, callback);
// For pagination, you can include extra page arguments
authedClient.getAccountTransfers(accountID, { before: 3000 }, callback);
const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccountHolds(accountID, callback);
// For pagination, you can include extra page arguments
authedClient.getAccountHolds(accountID, { before: 3000 }, callback);
// Buy 1 BTC @ 100 USD
const buyParams = {
price: '100.00', // USD
size: '1', // BTC
product_id: 'BTC-USD',
};
authedClient.buy(buyParams, callback);
// Sell 1 BTC @ 110 USD
const sellParams = {
price: '110.00', // USD
size: '1', // BTC
product_id: 'BTC-USD',
};
authedClient.sell(sellParams, callback);
// Buy 1 LTC @ 75 USD
const params = {
side: 'buy',
price: '75.00', // USD
size: '1', // LTC
product_id: 'LTC-USD',
};
authedClient.placeOrder(params, callback);
const orderID = 'd50ec984-77a8-460a-b958-66f114b0de9b';
authedClient.cancelOrder(orderID, callback);
// Cancels "open" orders
authedClient.cancelOrders(callback);
// `cancelOrders` may require you to make the request multiple times until
// all of the "open" orders are deleted.
// `cancelAllOrders` will handle making these requests for you asynchronously.
// Also, you can add a `product_id` param to only delete orders of that product.
// The data will be an array of the order IDs of all orders which were cancelled
authedClient.cancelAllOrders({ product_id: 'BTC-USD' }, callback);
authedClient.getOrders(callback);
// For pagination, you can include extra page arguments
// Get all orders of 'open' status
authedClient.getOrders({ after: 3000, status: 'open' }, callback);
const orderID = 'd50ec984-77a8-460a-b958-66f114b0de9b';
authedClient.getOrder(orderID, callback);
const params = {
product_id: 'LTC-USD',
};
authedClient.getFills(params, callback);
// For pagination, you can include extra page arguments
authedClient.getFills({ before: 3000 }, callback);
authedClient.getFundings({}, callback);
const params = {
amount: '2000.00',
currency: 'USD',
};
authedClient.repay(params, callback);
const params =
'margin_profile_id': '45fa9e3b-00ba-4631-b907-8a98cbdf21be',
'type': 'deposit',
'currency': 'USD',
'amount': 2
};
authedClient.marginTransfer(params, callback);
const params = {
repay_only: false,
};
authedClient.closePosition(params, callback);
const params = {
from: 'USD',
to: 'USDC',
amount: '100',
};
authedClient.convert(params, callback);
// Deposit to your Exchange USD account from your Coinbase USD account.
const depositParamsUSD = {
amount: '100.00',
currency: 'USD',
coinbase_account_id: '60680c98bfe96c2601f27e9c', // USD Coinbase Account ID
};
authedClient.deposit(depositParamsUSD, callback);
// Withdraw from your Exchange USD account to your Coinbase USD account.
const withdrawParamsUSD = {
amount: '100.00',
currency: 'USD',
coinbase_account_id: '60680c98bfe96c2601f27e9c', // USD Coinbase Account ID
};
authedClient.withdraw(withdrawParamsUSD, callback);
// Deposit to your Exchange BTC account from your Coinbase BTC account.
const depositParamsBTC = {
amount: '2.0',
currency: 'BTC',
coinbase_account_id: '536a541fa9393bb3c7000023', // BTC Coinbase Account ID
};
authedClient.deposit(depositParamsBTC, callback);
// Withdraw from your Exchange BTC account to your Coinbase BTC account.
const withdrawParamsBTC = {
amount: '2.0',
currency: 'BTC',
coinbase_account_id: '536a541fa9393bb3c7000023', // BTC Coinbase Account ID
};
authedClient.withdraw(withdrawParamsBTC, callback);
// Fetch a deposit address from your Exchange BTC account.
const depositAddressParams = {
currency: 'BTC',
};
authedClient.depositCrypto(depositAddressParams, callback);
// Withdraw from your Exchange BTC account to another BTC address.
const withdrawAddressParams = {
amount: 10.0,
currency: 'BTC',
crypto_address: '15USXR6S4DhSWVHUxXRCuTkD1SA6qAdy',
};
authedClient.withdrawCrypto(withdrawAddressParams, callback);
// Schedule Deposit to your Exchange USD account from a configured payment method.
const depositPaymentParamsUSD = {
amount: '100.00',
currency: 'USD',
payment_method_id: 'bc6d7162-d984-5ffa-963c-a493b1c1370b', // ach_bank_account
};
authedClient.depositPayment(depositPaymentParamsUSD, callback);
// Withdraw from your Exchange USD account to a configured payment method.
const withdrawPaymentParamsUSD = {
amount: '100.00',
currency: 'USD',
payment_method_id: 'bc6d7162-d984-5ffa-963c-a493b1c1370b', // ach_bank_account
};
authedClient.withdrawPayment(withdrawPaymentParamsUSD, callback);
// Get your 30 day trailing volumes
authedClient.getTrailingVolume(callback);
Websocket Client
The WebsocketClient
allows you to connect and listen to the exchange
websocket messages.
const websocket = new CoinbasePro.WebsocketClient(['BTC-USD', 'ETH-USD']);
websocket.on('message', data => {
/* work with data */
});
websocket.on('error', err => {
/* handle error */
});
websocket.on('close', () => {
/* ... */
});
The client will automatically subscribe to the heartbeat
channel. By
default, the full
channel will be subscribed to unless other channels are
requested.
const websocket = new CoinbasePro.WebsocketClient(
['BTC-USD', 'ETH-USD'],
'wss://ws-feed-public.sandbox.pro.coinbase.com',
{
key: 'suchkey',
secret: 'suchsecret',
passphrase: 'muchpassphrase',
},
{ channels: ['full', 'level2'] }
);
Optionally, change subscriptions at runtime:
websocket.unsubscribe({ channels: ['full'] });
websocket.subscribe({ product_ids: ['LTC-USD'], channels: ['ticker', 'user'] });
websocket.subscribe({
channels: [
{
name: 'user',
product_ids: ['ETH-USD'],
},
],
});
websocket.unsubscribe({
channels: [
{
name: 'user',
product_ids: ['LTC-USD'],
},
{
name: 'user',
product_ids: ['ETH-USD'],
},
],
});
The following events can be emitted from the WebsocketClient
:
open
message
close
error
Orderbook
Orderbook
is a data structure that can be used to store a local copy of the
orderbook.
const orderbook = new CoinbasePro.Orderbook();
The orderbook has the following methods:
state(book)
get(orderId)
add(order)
remove(orderId)
match(match)
change(change)
Orderbook Sync
OrderbookSync
creates a local mirror of the orderbook on Coinbase Pro using
Orderbook
and WebsocketClient
as described
here.
const orderbookSync = new CoinbasePro.OrderbookSync(['BTC-USD', 'ETH-USD']);
console.log(orderbookSync.books['ETH-USD'].state());
Testing
npm test
# test for known vulnerabilities in packages
npm install -g nsp
nsp check --output summary