Merge branch 'master' into Format-method

GDAX/AuthenticatedClient.py

@@ -60,18 +60,20 @@ def holdsPagination(self, accountId, list, after):
             self.holdsPagination(accountId, list, r.headers["cb-after"])
         return list
 
-    def buy(self, buyParams):
-        buyParams["side"] = "buy"
-        if not buyParams["product_id"]:
-            buyParams["product_id"] = self.productId
-        r = requests.post(self.url + '/orders', data=json.dumps(buyParams), auth=self.auth)
-        #r.raise_for_status()
+    def buy(self, **kwargs):
+        kwargs["side"] = "buy"
+        if not "product_id" in kwargs:
+            kwargs["product_id"] = self.productId
+        r = requests.post(self.url + '/orders',
+                          data=json.dumps(kwargs),
+                          auth=self.auth)
         return r.json()
 
-    def sell(self, sellParams):
-        sellParams["side"] = "sell"
-        r = requests.post(self.url + '/orders', data=json.dumps(sellParams), auth=self.auth)
-        #r.raise_for_status()
+    def sell(self, **kwargs):
+        kwargs["side"] = "sell"
+        r = requests.post(self.url + '/orders',
+                          data=json.dumps(kwargs),
+                          auth=self.auth)
         return r.json()
 
     def cancelOrder(self, orderId):

GDAX/OrderBook.py

@@ -13,7 +13,6 @@
 
 
 class OrderBook(WebsocketClient):
-
     def __init__(self, product_id='BTC-USD'):
         WebsocketClient.__init__(self, products=product_id)
         self._asks = RBTree()
@@ -44,8 +43,10 @@ def onMessage(self, message):
             self._sequence = res['sequence']
 
         if sequence <= self._sequence:
-            return #ignore old messages
+            # ignore older messages (e.g. before order book initialization from getProductOrderBook)
+            return
         elif sequence > self._sequence + 1:
+            print('Error: messages missing ({} - {}). Re-initializing websocket.'.format(sequence, self._sequence))
             self.close()
             self.start()
             return
@@ -73,10 +74,10 @@ def onMessage(self, message):
 
     def add(self, order):
         order = {
-            'id': order['order_id'] if 'order_id' in order else order['id'],
+            'id': order.get('order_id') or order['id'],
             'side': order['side'],
             'price': Decimal(order['price']),
-            'size': Decimal(order.get('size', order['remaining_size']))
+            'size': Decimal(order.get('size') or order['remaining_size'])
         }
         if order['side'] == 'buy':
             bids = self.get_bids(order['price'])
@@ -163,10 +164,11 @@ def change(self, order):
             return
 
     def get_current_book(self):
-        result = dict()
-        result['sequence'] = self._sequence
-        result['asks'] = list()
-        result['bids'] = list()
+        result = {
+            'sequence': self._sequence,
+            'asks': [],
+            'bids': [],
+        }
         for ask in self._asks:
             try:
                 # There can be a race condition here, where a price point is removed
@@ -223,6 +225,7 @@ def set_bids(self, price, bids):
 
 if __name__ == '__main__':
     import time
+
     order_book = OrderBook()
     order_book.start()
     time.sleep(10)

GDAX/WebsocketClient.py

@@ -88,11 +88,11 @@ def onOpen(self):
             self.url = "wss://ws-feed.gdax.com/"
             self.products = ["BTC-USD", "ETH-USD"]
             self.MessageCount = 0
-            print ("Lets count the messages!")
+            print("Let's count the messages!")
 
         def onMessage(self, msg):
             if 'price' in msg and 'type' in msg:
-                print ("Message type:", msg["type"], "\t@ {}.3f".format(float(msg["price"])))
+                print("Message type:", msg["type"], "\t@ %.3f" % float(msg["price"]))
             self.MessageCount += 1
 
         def onClose(self):
@@ -103,7 +103,7 @@ def onClose(self):
     print(wsClient.url, wsClient.products)
     # Do some logic with the data
     while (wsClient.MessageCount < 500):
-        print ("\nMessageCount =", "{} \n".format(wsClient.MessageCount))
+        print("\nMessageCount =", "%i \n" % wsClient.MessageCount)
         time.sleep(1)
 
     wsClient.close()

README.md

@@ -96,12 +96,12 @@ Only available for the `PublicClient`, you may pass any function above raw JSON
 import GDAX
 publicClient = GDAX.PublicClient()
 
-method1 = public.getProductHistoricRates(granularity='3000')
+method1 = publicClient.getProductHistoricRates(granularity='3000')
 
 params = {
 'granularity': '3000'
 }
-method2 = public.getProductHistoricRates(params)
+method2 = publicClient.getProductHistoricRates(params)
 
 # Both methods will send the same request, but not always return the same data if run in series.
 print (method1, method2)
@@ -110,7 +110,14 @@ print (method1, method2)
 
 
 ### Authenticated Client
-Not all API endpoints are available to everyone.  Those requiring user authentication can be reached using ```AuthenticatedClient```. You must setup API access within your [account settings](https://www.gdax.com/settings/api). The ```AuthenticatedClient``` inherits all methods from the ```PrivateClient``` class, so you will only need to initialize one if you are planning to integrate both into your script.
+
+Not all API endpoints are available to everyone.
+Those requiring user authentication can be reached using `AuthenticatedClient`.
+You must setup API access within your
+[account settings](https://www.gdax.com/settings/api).
+The `AuthenticatedClient` inherits all methods from the `PublicClient`
+class, so you will only need to initialize one if you are planning to
+integrate both into your script.
 
 ```python
 import GDAX
@@ -154,21 +161,15 @@ authClient.getAccountHolds("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")
 - [buy & sell](https://docs.gdax.com/#place-a-new-order)
 ```python
 # Buy 0.01 BTC @ 100 USD
-buyParams = {
-        'price': '100.00', #USD
-        'size': '0.01', #BTC
-        'product_id': 'BTC-USD'
-}
-authClient.buy(buyParams)
+authClient.buy(price='100.00', #USD
+               size='0.01', #BTC
+               product_id='BTC-USD')
 ```
 ```python
 # Sell 0.01 BTC @ 200 USD
-sellParams = {
-        'price': '200.00', #USD
-        'size': '0.01', #BTC
-        #product_id not needed if default is desired
-}
-authClient.sell(sellParams)
+authClient.sell(price='200.00', #USD
+                size='0.01', #BTC
+                product_id='BTC-USD')
 ```
 
 - [cancelOrder](https://docs.gdax.com/#cancel-an-order)

contributors.txt

@@ -2,3 +2,4 @@ Daniel J Paquin
 Leonard Lin
 Jeff Gibson
 David Caseria
+Paul Mestemaker