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gdax.php
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<?php
namespace ccxt;
// 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
use Exception as Exception; // a common import
class gdax extends Exchange {
public function describe () {
return array_replace_recursive (parent::describe (), array (
'id' => 'gdax',
'name' => 'GDAX',
'countries' => array ( 'US' ),
'rateLimit' => 1000,
'userAgent' => $this->userAgents['chrome'],
'has' => array (
'CORS' => true,
'fetchOHLCV' => true,
'deposit' => true,
'withdraw' => true,
'fetchOrder' => true,
'fetchOrders' => true,
'fetchOpenOrders' => true,
'fetchClosedOrders' => true,
'fetchMyTrades' => true,
),
'timeframes' => array (
'1m' => 60,
'5m' => 300,
'15m' => 900,
'1h' => 3600,
'6h' => 21600,
'1d' => 86400,
),
'urls' => array (
'test' => 'https://api-public.sandbox.gdax.com',
'logo' => 'https://user-images.githubusercontent.com/1294454/27766527-b1be41c6-5edb-11e7-95f6-5b496c469e2c.jpg',
'api' => 'https://api.gdax.com',
'www' => 'https://www.gdax.com',
'doc' => 'https://docs.gdax.com',
'fees' => array (
'https://www.gdax.com/fees',
'https://support.gdax.com/customer/en/portal/topics/939402-depositing-and-withdrawing-funds/articles',
),
),
'requiredCredentials' => array (
'apiKey' => true,
'secret' => true,
'password' => true,
),
'api' => array (
'public' => array (
'get' => array (
'currencies',
'products',
'products/{id}/book',
'products/{id}/candles',
'products/{id}/stats',
'products/{id}/ticker',
'products/{id}/trades',
'time',
),
),
'private' => array (
'get' => array (
'accounts',
'accounts/{id}',
'accounts/{id}/holds',
'accounts/{id}/ledger',
'accounts/{id}/transfers',
'coinbase-accounts',
'fills',
'funding',
'orders',
'orders/{id}',
'payment-methods',
'position',
'reports/{id}',
'users/self/trailing-volume',
),
'post' => array (
'deposits/coinbase-account',
'deposits/payment-method',
'coinbase-accounts/{id}/addresses',
'funding/repay',
'orders',
'position/close',
'profiles/margin-transfer',
'reports',
'withdrawals/coinbase',
'withdrawals/crypto',
'withdrawals/payment-method',
),
'delete' => array (
'orders',
'orders/{id}',
),
),
),
'fees' => array (
'trading' => array (
'tierBased' => true, // complicated tier system per coin
'percentage' => true,
'maker' => 0.0,
'taker' => 0.3 / 100, // tiered fee starts at 0.3%
),
'funding' => array (
'tierBased' => false,
'percentage' => false,
'withdraw' => array (
'BCH' => 0,
'BTC' => 0,
'LTC' => 0,
'ETH' => 0,
'EUR' => 0.15,
'USD' => 25,
),
'deposit' => array (
'BCH' => 0,
'BTC' => 0,
'LTC' => 0,
'ETH' => 0,
'EUR' => 0.15,
'USD' => 10,
),
),
),
));
}
public function fetch_markets () {
$markets = $this->publicGetProducts ();
$result = array ();
for ($p = 0; $p < count ($markets); $p++) {
$market = $markets[$p];
$id = $market['id'];
$base = $market['base_currency'];
$quote = $market['quote_currency'];
$symbol = $base . '/' . $quote;
$priceLimits = array (
'min' => $this->safe_float($market, 'quote_increment'),
'max' => null,
);
$precision = array (
'amount' => 8,
'price' => $this->precision_from_string($this->safe_string($market, 'quote_increment')),
);
$taker = $this->fees['trading']['taker']; // does not seem right
if (($base === 'ETH') || ($base === 'LTC')) {
$taker = 0.003;
}
$active = $market['status'] === 'online';
$result[] = array_merge ($this->fees['trading'], array (
'id' => $id,
'symbol' => $symbol,
'base' => $base,
'quote' => $quote,
'precision' => $precision,
'limits' => array (
'amount' => array (
'min' => $this->safe_float($market, 'base_min_size'),
'max' => $this->safe_float($market, 'base_max_size'),
),
'price' => $priceLimits,
'cost' => array (
'min' => $this->safe_float($market, 'min_market_funds'),
'max' => $this->safe_float($market, 'max_market_funds'),
),
),
'taker' => $taker,
'active' => $active,
'info' => $market,
));
}
return $result;
}
public function fetch_balance ($params = array ()) {
$this->load_markets();
$balances = $this->privateGetAccounts ();
$result = array ( 'info' => $balances );
for ($b = 0; $b < count ($balances); $b++) {
$balance = $balances[$b];
$currency = $balance['currency'];
$account = array (
'free' => $this->safe_float($balance, 'available'),
'used' => $this->safe_float($balance, 'hold'),
'total' => $this->safe_float($balance, 'balance'),
);
$result[$currency] = $account;
}
return $this->parse_balance($result);
}
public function fetch_order_book ($symbol, $limit = null, $params = array ()) {
$this->load_markets();
$orderbook = $this->publicGetProductsIdBook (array_merge (array (
'id' => $this->market_id($symbol),
'level' => 2, // 1 best bidask, 2 aggregated, 3 full
), $params));
return $this->parse_order_book($orderbook);
}
public function fetch_ticker ($symbol, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$request = array_merge (array (
'id' => $market['id'],
), $params);
$ticker = $this->publicGetProductsIdTicker ($request);
$timestamp = $this->parse8601 ($ticker['time']);
$bid = null;
$ask = null;
if (is_array ($ticker) && array_key_exists ('bid', $ticker))
$bid = $this->safe_float($ticker, 'bid');
if (is_array ($ticker) && array_key_exists ('ask', $ticker))
$ask = $this->safe_float($ticker, 'ask');
$last = $this->safe_float($ticker, 'price');
return array (
'symbol' => $symbol,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'high' => null,
'low' => null,
'bid' => $bid,
'bidVolume' => null,
'ask' => $ask,
'askVolume' => null,
'vwap' => null,
'open' => null,
'close' => $last,
'last' => $last,
'previousClose' => null,
'change' => null,
'percentage' => null,
'average' => null,
'baseVolume' => $this->safe_float($ticker, 'volume'),
'quoteVolume' => null,
'info' => $ticker,
);
}
public function parse_trade ($trade, $market = null) {
$timestamp = null;
if (is_array ($trade) && array_key_exists ('time', $trade)) {
$timestamp = $this->parse8601 ($trade['time']);
} else if (is_array ($trade) && array_key_exists ('created_at', $trade)) {
$timestamp = $this->parse8601 ($trade['created_at']);
}
$iso8601 = null;
if ($timestamp !== null)
$iso8601 = $this->iso8601 ($timestamp);
$symbol = null;
if (!$market) {
if (is_array ($trade) && array_key_exists ('product_id', $trade)) {
$marketId = $trade['product_id'];
if (is_array ($this->markets_by_id) && array_key_exists ($marketId, $this->markets_by_id))
$market = $this->markets_by_id[$marketId];
}
}
if ($market)
$symbol = $market['symbol'];
$feeRate = null;
$feeCurrency = null;
if ($market) {
$feeCurrency = $market['quote'];
if (is_array ($trade) && array_key_exists ('liquidity', $trade)) {
$rateType = ($trade['liquidity'] === 'T') ? 'taker' : 'maker';
$feeRate = $market[$rateType];
}
}
$feeCost = $this->safe_float($trade, 'fill_fees');
if ($feeCost === null)
$feeCost = $this->safe_float($trade, 'fee');
$fee = array (
'cost' => $feeCost,
'currency' => $feeCurrency,
'rate' => $feeRate,
);
$type = null;
$id = $this->safe_string($trade, 'trade_id');
$side = ($trade['side'] === 'buy') ? 'sell' : 'buy';
$orderId = $this->safe_string($trade, 'order_id');
// GDAX returns inverted $side to fetchMyTrades vs fetchTrades
if ($orderId !== null)
$side = ($trade['side'] === 'buy') ? 'buy' : 'sell';
return array (
'id' => $id,
'order' => $orderId,
'info' => $trade,
'timestamp' => $timestamp,
'datetime' => $iso8601,
'symbol' => $symbol,
'type' => $type,
'side' => $side,
'price' => $this->safe_float($trade, 'price'),
'amount' => $this->safe_float($trade, 'size'),
'fee' => $fee,
);
}
public function fetch_my_trades ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = null;
$request = array ();
if ($symbol !== null) {
$market = $this->market ($symbol);
$request['product_id'] = $market['id'];
}
if ($limit !== null)
$request['limit'] = $limit;
$response = $this->privateGetFills (array_merge ($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function fetch_trades ($symbol, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$response = $this->publicGetProductsIdTrades (array_merge (array (
'id' => $market['id'], // fixes issue #2
), $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function parse_ohlcv ($ohlcv, $market = null, $timeframe = '1m', $since = null, $limit = null) {
return [
$ohlcv[0] * 1000,
$ohlcv[3],
$ohlcv[2],
$ohlcv[1],
$ohlcv[4],
$ohlcv[5],
];
}
public function fetch_ohlcv ($symbol, $timeframe = '1m', $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$granularity = $this->timeframes[$timeframe];
$request = array (
'id' => $market['id'],
'granularity' => $granularity,
);
if ($since !== null) {
$request['start'] = $this->ymdhms ($since);
if ($limit === null) {
// https://docs.gdax.com/#get-historic-rates
$limit = 300; // max = 300
}
$request['end'] = $this->ymdhms ($this->sum ($limit * $granularity * 1000, $since));
}
$response = $this->publicGetProductsIdCandles (array_merge ($request, $params));
return $this->parse_ohlcvs($response, $market, $timeframe, $since, $limit);
}
public function fetch_time () {
$response = $this->publicGetTime ();
return $this->parse8601 ($response['iso']);
}
public function parse_order_status ($status) {
$statuses = array (
'pending' => 'open',
'active' => 'open',
'open' => 'open',
'done' => 'closed',
'canceled' => 'canceled',
);
return $this->safe_string($statuses, $status, $status);
}
public function parse_order ($order, $market = null) {
$timestamp = $this->parse8601 ($order['created_at']);
$symbol = null;
if (!$market) {
if (is_array ($this->markets_by_id) && array_key_exists ($order['product_id'], $this->markets_by_id))
$market = $this->markets_by_id[$order['product_id']];
}
$status = $this->parse_order_status($order['status']);
$price = $this->safe_float($order, 'price');
$amount = $this->safe_float($order, 'size');
if ($amount === null)
$amount = $this->safe_float($order, 'funds');
if ($amount === null)
$amount = $this->safe_float($order, 'specified_funds');
$filled = $this->safe_float($order, 'filled_size');
$remaining = null;
if ($amount !== null)
if ($filled !== null)
$remaining = $amount - $filled;
$cost = $this->safe_float($order, 'executed_value');
$fee = array (
'cost' => $this->safe_float($order, 'fill_fees'),
'currency' => null,
'rate' => null,
);
if ($market)
$symbol = $market['symbol'];
return array (
'id' => $order['id'],
'info' => $order,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'lastTradeTimestamp' => null,
'status' => $status,
'symbol' => $symbol,
'type' => $order['type'],
'side' => $order['side'],
'price' => $price,
'cost' => $cost,
'amount' => $amount,
'filled' => $filled,
'remaining' => $remaining,
'fee' => $fee,
);
}
public function fetch_order ($id, $symbol = null, $params = array ()) {
$this->load_markets();
$response = $this->privateGetOrdersId (array_merge (array (
'id' => $id,
), $params));
return $this->parse_order($response);
}
public function fetch_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$request = array (
'status' => 'all',
);
$market = null;
if ($symbol) {
$market = $this->market ($symbol);
$request['product_id'] = $market['id'];
}
$response = $this->privateGetOrders (array_merge ($request, $params));
return $this->parse_orders($response, $market, $since, $limit);
}
public function fetch_open_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$request = array ();
$market = null;
if ($symbol) {
$market = $this->market ($symbol);
$request['product_id'] = $market['id'];
}
$response = $this->privateGetOrders (array_merge ($request, $params));
return $this->parse_orders($response, $market, $since, $limit);
}
public function fetch_closed_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$request = array (
'status' => 'done',
);
$market = null;
if ($symbol) {
$market = $this->market ($symbol);
$request['product_id'] = $market['id'];
}
$response = $this->privateGetOrders (array_merge ($request, $params));
return $this->parse_orders($response, $market, $since, $limit);
}
public function create_order ($symbol, $type, $side, $amount, $price = null, $params = array ()) {
$this->load_markets();
// $oid = (string) $this->nonce ();
$order = array (
'product_id' => $this->market_id($symbol),
'side' => $side,
'size' => $amount,
'type' => $type,
);
if ($type === 'limit')
$order['price'] = $price;
$response = $this->privatePostOrders (array_merge ($order, $params));
return $this->parse_order($response);
}
public function cancel_order ($id, $symbol = null, $params = array ()) {
$this->load_markets();
return $this->privateDeleteOrdersId (array ( 'id' => $id ));
}
public function fee_to_precision ($currency, $fee) {
$cost = floatval ($fee);
return sprintf ('%.' . $this->currencies[$currency]['precision'] . 'f', $cost);
}
public function calculate_fee ($symbol, $type, $side, $amount, $price, $takerOrMaker = 'taker', $params = array ()) {
$market = $this->markets[$symbol];
$rate = $market[$takerOrMaker];
$cost = $amount * $price;
$currency = $market['quote'];
return array (
'type' => $takerOrMaker,
'currency' => $currency,
'rate' => $rate,
'cost' => floatval ($this->fee_to_precision($currency, $rate * $cost)),
);
}
public function get_payment_methods () {
$response = $this->privateGetPaymentMethods ();
return $response;
}
public function deposit ($currency, $amount, $address, $params = array ()) {
$this->load_markets();
$request = array (
'currency' => $currency,
'amount' => $amount,
);
$method = 'privatePostDeposits';
if (is_array ($params) && array_key_exists ('payment_method_id', $params)) {
// deposit from a payment_method, like a bank account
$method .= 'PaymentMethod';
} else if (is_array ($params) && array_key_exists ('coinbase_account_id', $params)) {
// deposit into GDAX account from a Coinbase account
$method .= 'CoinbaseAccount';
} else {
// deposit methodotherwise we did not receive a supported deposit location
// relevant docs link for the Googlers
// https://docs.gdax.com/#deposits
throw new NotSupported ($this->id . ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params');
}
$response = $this->$method (array_merge ($request, $params));
if (!$response)
throw new ExchangeError ($this->id . ' deposit() error => ' . $this->json ($response));
return array (
'info' => $response,
'id' => $response['id'],
);
}
public function withdraw ($currency, $amount, $address, $tag = null, $params = array ()) {
$this->check_address($address);
$this->load_markets();
$request = array (
'currency' => $currency,
'amount' => $amount,
);
$method = 'privatePostWithdrawals';
if (is_array ($params) && array_key_exists ('payment_method_id', $params)) {
$method .= 'PaymentMethod';
} else if (is_array ($params) && array_key_exists ('coinbase_account_id', $params)) {
$method .= 'CoinbaseAccount';
} else {
$method .= 'Crypto';
$request['crypto_address'] = $address;
}
$response = $this->$method (array_merge ($request, $params));
if (!$response)
throw new ExchangeError ($this->id . ' withdraw() error => ' . $this->json ($response));
return array (
'info' => $response,
'id' => $response['id'],
);
}
public function sign ($path, $api = 'public', $method = 'GET', $params = array (), $headers = null, $body = null) {
$request = '/' . $this->implode_params($path, $params);
$query = $this->omit ($params, $this->extract_params($path));
if ($method === 'GET') {
if ($query)
$request .= '?' . $this->urlencode ($query);
}
$url = $this->urls['api'] . $request;
if ($api === 'private') {
$this->check_required_credentials();
$nonce = (string) $this->nonce ();
$payload = '';
if ($method !== 'GET') {
if ($query) {
$body = $this->json ($query);
$payload = $body;
}
}
// $payload = ($body) ? $body : '';
$what = $nonce . $method . $request . $payload;
$secret = base64_decode ($this->secret);
$signature = $this->hmac ($this->encode ($what), $secret, 'sha256', 'base64');
$headers = array (
'CB-ACCESS-KEY' => $this->apiKey,
'CB-ACCESS-SIGN' => $this->decode ($signature),
'CB-ACCESS-TIMESTAMP' => $nonce,
'CB-ACCESS-PASSPHRASE' => $this->password,
'Content-Type' => 'application/json',
);
}
return array ( 'url' => $url, 'method' => $method, 'body' => $body, 'headers' => $headers );
}
public function handle_errors ($code, $reason, $url, $method, $headers, $body) {
if (($code === 400) || ($code === 404)) {
if ($body[0] === '{') {
$response = json_decode ($body, $as_associative_array = true);
$message = $response['message'];
$error = $this->id . ' ' . $message;
if (mb_strpos ($message, 'price too small') !== false) {
throw new InvalidOrder ($error);
} else if (mb_strpos ($message, 'price too precise') !== false) {
throw new InvalidOrder ($error);
} else if ($message === 'Insufficient funds') {
throw new InsufficientFunds ($error);
} else if ($message === 'NotFound') {
throw new OrderNotFound ($error);
} else if ($message === 'Invalid API Key') {
throw new AuthenticationError ($error);
}
throw new ExchangeError ($this->id . ' ' . $message);
}
throw new ExchangeError ($this->id . ' ' . $body);
}
}
public function request ($path, $api = 'public', $method = 'GET', $params = array (), $headers = null, $body = null) {
$response = $this->fetch2 ($path, $api, $method, $params, $headers, $body);
if (is_array ($response) && array_key_exists ('message', $response)) {
throw new ExchangeError ($this->id . ' ' . $this->json ($response));
}
return $response;
}
}