coinbase

package
v1.62.2 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Apr 22, 2025 License: AGPL-3.0 Imports: 21 Imported by: 0

README

Order Life Cycle

  • market/limit orders
    • Once received and the order is not immediately filled, it will becom open. Or it will go straight to done.
    • Optionally, there might be changes to the order.
    • If a match event is generated and the order is still fillable, a new open event will be generated
    • done is the terminate state of the order life cycle
                                           
 Received ───► Open ───► [Change* ───► Open]* ───► Done 
    │                                               ▲   
    └───────────────────────────────────────────────┘
  • stop order
    • After being created, it will generate an activate event.
    • [Need to confirm] After that, it will become a limit order and go through the life cycle depicted above.

Documentation

Overview

Code generated by go generate; DO NOT EDIT. generated on 2025-03-10 16:00:56.10256 +0000 UTC

Index

Constants

View Source 
const (
	ID                = "coinbase"
	PlatformToken     = "COIN"
	PaginationLimit   = 100
	DefaultKLineLimit = 300
)

Variables

This section is empty.

Functions

func FNV64a 

func FNV64a(text string) uint64

Types

type ActivateMessage 

type ActivateMessage struct {
	ProductID string           `json:"product_id"`
	Timestamp string           `json:"timestamp"` // ex: "1483736448.299000"
	UserID    string           `json:"user_id"`
	ProfileID string           `json:"profile_id"`
	OrderID   string           `json:"order_id"`
	StopType  string           `json:"stop_type"`
	Side      api.SideType     `json:"side"`
	StopPrice fixedpoint.Value `json:"stop_price"`
	Size      fixedpoint.Value `json:"size"`
	Funds     fixedpoint.Value `json:"funds"`
	Private   bool             `json:"private"`
	// contains filtered or unexported fields
}

type AuctionMessage 

type AuctionMessage struct {
	AuctionState string           `json:"auction_state"`
	BestBidPrice fixedpoint.Value `json:"best_bid_price"` // ex: 333.98
	BestBidSize  fixedpoint.Value `json:"best_bid_size"`  // ex: 4.39088265
	BestAskPrice fixedpoint.Value `json:"best_ask_price"`
	BestAskSize  fixedpoint.Value `json:"best_ask_size"`
	OpenPrice    fixedpoint.Value `json:"open_price"`
	OpenSize     fixedpoint.Value `json:"open_size"`
	CanOpen      string           `json:"can_open"`
	Timestamp    time.Time        `json:"timestamp"` // ex: "2015-11-14T20:46:03.511254Z"
	// contains filtered or unexported fields
}

auction channel

func (*AuctionMessage) QuoteCurrency 

func (s *AuctionMessage) QuoteCurrency() string

type BalanceMessage 

type BalanceMessage struct {
	AccountID string           `json:"account_id"`
	Currency  string           `json:"currency"`
	Holds     fixedpoint.Value `json:"holds"`
	Available fixedpoint.Value `json:"available"`
	Updated   types.Time       `json:"updated"`
	Timestamp types.Time       `json:"timestamp"`
	// contains filtered or unexported fields
}

balance channel

type ChangeMessage 

type ChangeMessage struct {
	Reason  string           `json:"reason"` // "STP" or "modify_order"
	Time    time.Time        `json:"time"`
	OrderID string           `json:"order_id"`
	Side    api.SideType     `json:"side"`
	OldSize fixedpoint.Value `json:"old_size"`
	NewSize fixedpoint.Value `json:"new_size"`

	// STP fields
	Price fixedpoint.Value `json:"price,omitempty"`

	// modify_order fields
	OldPrice fixedpoint.Value `json:"old_price,omitempty"`
	NewPrice fixedpoint.Value `json:"new_price,omitempty"`
	// contains filtered or unexported fields
}

func (*ChangeMessage) IsModifyOrder 

func (m *ChangeMessage) IsModifyOrder() bool

func (*ChangeMessage) IsStp 

func (m *ChangeMessage) IsStp() bool

func (*ChangeMessage) QuoteCurrency 

func (s *ChangeMessage) QuoteCurrency() string

type DoneMessage 

type DoneMessage struct {
	Time          time.Time        `json:"time"`
	Price         fixedpoint.Value `json:"price"`
	OrderID       string           `json:"order_id"`
	Reason        string           `json:"reason"` // filled, canceled
	Side          api.SideType     `json:"side"`
	RemainingSize fixedpoint.Value `json:"remaining_size"`
	CancelReason  string           `json:"cancel_reason,omitempty"` // non-empty if reason is canceled
	// contains filtered or unexported fields
}

func (*DoneMessage) QuoteCurrency 

func (s *DoneMessage) QuoteCurrency() string

type ErrorMessage 

type ErrorMessage struct {
	Reason string `json:"reason"`
	// contains filtered or unexported fields
}

type Exchange 

type Exchange struct {
	// contains filtered or unexported fields
}

func New 

func New(key, secret, passphrase string, timeout time.Duration) *Exchange

func (*Exchange) CancelOrders 

func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error

func (*Exchange) CancelOrdersBySymbol 

func (e *Exchange) CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error)

tradingutil.CancelAllOrdersBySymbolService

func (*Exchange) Client 

func (e *Exchange) Client() *api.RestAPIClient

func (*Exchange) IsSupportedInterval 

func (e *Exchange) IsSupportedInterval(interval types.Interval) bool

func (*Exchange) Name 

func (e *Exchange) Name() types.ExchangeName

ExchangeMinimal

func (*Exchange) NewStream 

func (e *Exchange) NewStream() types.Stream

ExchangeMarketDataService

func (*Exchange) PlatformFeeCurrency 

func (e *Exchange) PlatformFeeCurrency() string

func (*Exchange) QueryAccount 

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)

ExchangeAccountService

func (*Exchange) QueryAccountBalances 

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)

func (*Exchange) QueryKLines 

func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error)

func (*Exchange) QueryMarkets 

func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)

func (*Exchange) QueryOpenOrders 

func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) ([]types.Order, error)

func (*Exchange) QueryOrder 

func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error)

ExchangeOrderQueryService

func (*Exchange) QueryOrderTrades 

func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error)

func (*Exchange) QueryTicker 

func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)

func (*Exchange) QueryTickers 

func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error)

func (*Exchange) SubmitOrder 

func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error)

ExchangeTradeService For the stop-limit order, we only support the long position For the market order, though Coinbase supports both funds and size, we only support size in order to simplify the stream handler logic We do not support limit order with funds.

func (*Exchange) SupportedInterval 

func (e *Exchange) SupportedInterval() map[types.Interval]int

type HeartbeatMessage 

type HeartbeatMessage struct {
	LastTradeID int       `json:"last_trade_id"`
	Time        time.Time `json:"time"`
	// contains filtered or unexported fields
}

heartbeat channel

func (*HeartbeatMessage) QuoteCurrency 

func (s *HeartbeatMessage) QuoteCurrency() string

type MatchMessage 

type MatchMessage struct {
	TradeID      int              `json:"trade_id"`
	MakerOrderID string           `json:"maker_order_id"`
	TakerOrderID string           `json:"taker_order_id"`
	Time         time.Time        `json:"time"`
	Size         fixedpoint.Value `json:"size"`
	Price        fixedpoint.Value `json:"price"`
	Side         api.SideType     `json:"side"`

	UserID    string `json:"user_id"`
	ProfileID string `json:"profile_id"`

	// extra fields for taker
	TakerUserID    string           `json:"taker_user_id,omitempty"`
	TakerProfileID string           `json:"taker_profile_id,omitempty"`
	TakerFeeRate   fixedpoint.Value `json:"taker_fee_rate,omitempty"`

	// extra fields for maker
	MakerUserID    string           `json:"maker_user_id,omitempty"`
	MakerProfileID string           `json:"maker_profile_id,omitempty"`
	MakerFeeRate   fixedpoint.Value `json:"maker_fee_rate,omitempty"`
	// contains filtered or unexported fields
}

func (*MatchMessage) FeeRate 

func (m *MatchMessage) FeeRate() fixedpoint.Value

https://help.coinbase.com/en/exchange/trading-and-funding/exchange-fees

func (*MatchMessage) IsAuthMaker 

func (m *MatchMessage) IsAuthMaker() bool

func (*MatchMessage) QuoteCurrency 

func (s *MatchMessage) QuoteCurrency() string

func (*MatchMessage) Trade 

func (msg *MatchMessage) Trade() types.Trade

type MessageType 

type MessageType string

type OpenMessage 

type OpenMessage struct {
	Time          time.Time        `json:"time"`
	OrderID       string           `json:"order_id"`
	Price         fixedpoint.Value `json:"price"`
	RemainingSize fixedpoint.Value `json:"remaining_size"`
	Side          api.SideType     `json:"side"`
	// contains filtered or unexported fields
}

func (*OpenMessage) QuoteCurrency 

func (s *OpenMessage) QuoteCurrency() string

type OrderBookSnapshotMessage 

type OrderBookSnapshotMessage struct {
	ProductID string               `json:"product_id"`
	Bids      [][]fixedpoint.Value `json:"bids"` // [["price", "size"], ...]
	Asks      [][]fixedpoint.Value `json:"asks"` // [["price", "size"], ...]
	// contains filtered or unexported fields
}

level2 channel

type OrderBookUpdateMessage 

type OrderBookUpdateMessage struct {
	ProductID string     `json:"product_id"`
	Time      time.Time  `json:"time"`
	Changes   [][]string `json:"changes"` // [["side", "price", "size"], ...]
	// contains filtered or unexported fields
}

type ReceivedMessage 

type ReceivedMessage struct {
	ClientOid string       `json:"client-oid"`
	OrderID   string       `json:"order_id"`
	OrderType string       `json:"order_type"`
	Side      api.SideType `json:"side"`
	Time      time.Time    `json:"time"`

	// limit order fields
	Size  fixedpoint.Value `json:"size,omitempty"`
	Price fixedpoint.Value `json:"price,omitempty"`

	// market order fields
	Funds fixedpoint.Value `json:"funds,omitempty"`
	// contains filtered or unexported fields
}

full channel

func (*ReceivedMessage) IsMarketOrder 

func (m *ReceivedMessage) IsMarketOrder() bool

func (*ReceivedMessage) QuoteCurrency 

func (s *ReceivedMessage) QuoteCurrency() string

func (*ReceivedMessage) ToGlobalOrder 

func (m *ReceivedMessage) ToGlobalOrder() types.Order

type RfqMessage 

type RfqMessage struct {
	MakerOrderID string           `json:"maker_order_id"`
	TakerOrderID string           `json:"taker_order_id"`
	Time         time.Time        `json:"time"`
	TradeID      int              `json:"trade_id"`
	ProductID    string           `json:"product_id"`
	Size         fixedpoint.Value `json:"size"`
	Price        fixedpoint.Value `json:"price"`
	Side         api.SideType     `json:"side"`
	// contains filtered or unexported fields
}

rfq_matches channel

type SequenceNumberType 

type SequenceNumberType uint64

type StatusMessage 

type StatusMessage struct {
	Products []struct {
		ID             string           `json:"id"`
		BaseCurrency   string           `json:"base_currency"`
		QuoteCurrency  string           `json:"quote_currency"`
		BaseIncrement  fixedpoint.Value `json:"base_increment"`  // ex: 0.00000001
		QuoteIncrement fixedpoint.Value `json:"quote_increment"` // ex: 0.01
		DisplayName    string           `json:"display_name"`
		Status         string           `json:"status"`
		StatusMessage  any              `json:"status_message"`
		MinMarketFunds fixedpoint.Value `json:"min_market_funds"` // ex: 10
		PostOnly       bool             `json:"post_only"`
		LimitOnly      bool             `json:"limit_only"`
		CancelOnly     bool             `json:"cancel_only"`
		FxStablecoin   bool             `json:"fx_stablecoin"`
	} `json:"products"`
	Currencies []struct {
		ID            string           `json:"id"`
		Name          string           `json:"name"`
		DisplayName   string           `json:"display_name"`
		MinSize       fixedpoint.Value `json:"min_size"` // ex: 0.01
		Status        string           `json:"status"`
		StatusMessage any              `json:"status_message"`
		MaxPrecision  fixedpoint.Value `json:"max_precision"` // ex: 0.01
		ConvertibleTo []string         `json:"convertible_to"`
		Details       struct {
		} `json:"details"`
		DefaultNetwork    string `json:"default_network"`
		SupportedNetworks []struct {
			ID                    string           `json:"id"`
			Name                  string           `json:"name"`
			Status                string           `json:"status"`
			ContractAddress       string           `json:"contract_address"`
			CryptoTransactionLink string           `json:"crypto_transaction_link"`
			MinWithdrawalAmount   fixedpoint.Value `json:"min_withdrawal_amount"`   // ex: 0.001
			MaxWithdrawalAmount   fixedpoint.Value `json:"max_withdrawal_amount"`   // ex: 300000000
			NetworkConfirmations  int              `json:"network_confirmations"`   // ex: 14
			ProcessingTimeSeconds int              `json:"processing_time_seconds"` // ex: 0
			DestinationTagRegex   string           `json:"destination_tag_regex"`
		} `json:"supported_networks"`
	} `json:"currencies"`
	// contains filtered or unexported fields
}

status channel

type Stream 

type Stream struct {
	types.StandardStream
	// contains filtered or unexported fields
}

func NewStream 

func NewStream(
	exchange *Exchange,
	apiKey string,
	secretKey string,
	passphrase string,
) *Stream

func (*Stream) EmitActivateMessage 

func (s *Stream) EmitActivateMessage(m *ActivateMessage)

func (*Stream) EmitAuctionMessage 

func (s *Stream) EmitAuctionMessage(m *AuctionMessage)

func (*Stream) EmitBalanceMessage 

func (s *Stream) EmitBalanceMessage(m *BalanceMessage)

func (*Stream) EmitChangeMessage 

func (s *Stream) EmitChangeMessage(m *ChangeMessage)

func (*Stream) EmitDoneMessage 

func (s *Stream) EmitDoneMessage(m *DoneMessage)

func (*Stream) EmitErrorMessage 

func (s *Stream) EmitErrorMessage(m *ErrorMessage)

func (*Stream) EmitMatchMessage 

func (s *Stream) EmitMatchMessage(m *MatchMessage)

func (*Stream) EmitOpenMessage 

func (s *Stream) EmitOpenMessage(m *OpenMessage)

func (*Stream) EmitOrderbookSnapshotMessage 

func (s *Stream) EmitOrderbookSnapshotMessage(m *OrderBookSnapshotMessage)

func (*Stream) EmitOrderbookUpdateMessage 

func (s *Stream) EmitOrderbookUpdateMessage(m *OrderBookUpdateMessage)

func (*Stream) EmitReceivedMessage 

func (s *Stream) EmitReceivedMessage(m *ReceivedMessage)

func (*Stream) EmitRfqMessage 

func (s *Stream) EmitRfqMessage(m *RfqMessage)

func (*Stream) EmitStatusMessage 

func (s *Stream) EmitStatusMessage(m *StatusMessage)

func (*Stream) EmitSubscriptions 

func (s *Stream) EmitSubscriptions(m *SubscriptionsMessage)

func (*Stream) EmitTickerMessage 

func (s *Stream) EmitTickerMessage(m *TickerMessage)

func (*Stream) OnActivateMessage 

func (s *Stream) OnActivateMessage(cb func(m *ActivateMessage))

func (*Stream) OnAuctionMessage 

func (s *Stream) OnAuctionMessage(cb func(m *AuctionMessage))

func (*Stream) OnBalanceMessage 

func (s *Stream) OnBalanceMessage(cb func(m *BalanceMessage))

func (*Stream) OnChangeMessage 

func (s *Stream) OnChangeMessage(cb func(m *ChangeMessage))

func (*Stream) OnDoneMessage 

func (s *Stream) OnDoneMessage(cb func(m *DoneMessage))

func (*Stream) OnErrorMessage 

func (s *Stream) OnErrorMessage(cb func(m *ErrorMessage))

func (*Stream) OnMatchMessage 

func (s *Stream) OnMatchMessage(cb func(m *MatchMessage))

func (*Stream) OnOpenMessage 

func (s *Stream) OnOpenMessage(cb func(m *OpenMessage))

func (*Stream) OnOrderbookSnapshotMessage 

func (s *Stream) OnOrderbookSnapshotMessage(cb func(m *OrderBookSnapshotMessage))

func (*Stream) OnOrderbookUpdateMessage 

func (s *Stream) OnOrderbookUpdateMessage(cb func(m *OrderBookUpdateMessage))

func (*Stream) OnReceivedMessage 

func (s *Stream) OnReceivedMessage(cb func(m *ReceivedMessage))

func (*Stream) OnRfqMessage 

func (s *Stream) OnRfqMessage(cb func(m *RfqMessage))

func (*Stream) OnStatusMessage 

func (s *Stream) OnStatusMessage(cb func(m *StatusMessage))

func (*Stream) OnSubscriptions 

func (s *Stream) OnSubscriptions(cb func(m *SubscriptionsMessage))

func (*Stream) OnTickerMessage 

func (s *Stream) OnTickerMessage(cb func(m *TickerMessage))

type SubscriptionsMessage 

type SubscriptionsMessage struct {
	Channels []channelType `json:"channels"`
	// contains filtered or unexported fields
}

Websocket message types

type TickerMessage 

type TickerMessage struct {
	Price       fixedpoint.Value `json:"price"`
	Open24H     fixedpoint.Value `json:"open_24h"` // ex: 1310.79
	Volume24H   fixedpoint.Value `json:"volume_24h"`
	Low24H      fixedpoint.Value `json:"low_24h"`
	High24H     fixedpoint.Value `json:"high_24h"`
	Volume30D   fixedpoint.Value `json:"volume_30d"`
	BestBid     fixedpoint.Value `json:"best_bid"`
	BestBidSize fixedpoint.Value `json:"best_bid_size"`
	BestAsk     fixedpoint.Value `json:"best_ask"`
	BestAskSize fixedpoint.Value `json:"best_ask_size"`
	Side        api.SideType     `json:"side"`
	Time        time.Time        `json:"time"`
	TradeID     int              `json:"trade_id"`
	LastSize    fixedpoint.Value `json:"last_size"`
	// contains filtered or unexported fields
}

ticker channel

func (*TickerMessage) QuoteCurrency 

func (s *TickerMessage) QuoteCurrency() string

Source Files

View all Source files

Directories

Path Synopsis
api
v1

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.